+7.6%
MOS vs PHM
+700.3%
-692.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | +21.6% | +6.2% | +15.4% | +19.1% |
| 30D | +12.0% | +17.9% | -6.0% | +5.2% |
| 3M | -3.9% | +2.5% | -6.4% | -4.9% |
| 6M | -3.3% | +10.8% | -14.1% | -7.6% |
| YTD | -4.6% | +13.7% | -18.4% | -10.6% |
| 1Y | -7.0% | +12.4% | -19.3% | -12.5% |
| 3Y | -24.4% | +65.6% | -90.1% | -41.8% |
| 5Y | -32.1% | +175.3% | -207.5% | -60.4% |
| All | +7.6% | +700.3% | -692.7% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling